On 17 October 1917 the schooner Zebrina was found drifting off Rozel Point, near Cherbourg in northwestern France. The ship was undamaged in any way, with her sails all set, but with no-one on board. All five crew were missing.

They were the master, Archibald Martin, and four British seamen; W. H. Beck, W. F. D. Bourke, M. Faus, and G. Steward.

At about 2PM on 15 October she departed Falmouth, carrying a cargo of about three hundred tonnes of Welsh coal, for Saint-Brieuc in France. The journey should have taken about thirty hours but in the early morning of the 17th a French naval patrol found the ship adrift in a flat calm and boarded her. There they found a table set for a meal that had been partly prepared, the galley fire still burning, but no crew.
A search of the ship found the men's clothing and personal belongings still on board. Likewise the log book and other ship's papers were in the captain's cabin. The single, small wooden lifeboat still hung in the davits.
Mystified by the discovery, the French navy towed the ship to Cherbourg. There the cargo was removed and the schooner was examined in detail. No damage was found, in fact marine surveyors judged her in excellent condition, with no significant leaks.

The ship was wooden hulled, about 33m long, of 185 tons with three masts and had been constructed at Whitstable in 1873.

At first it was assumed that the crew had been taken off by a German submarine, their ship having been caught in a calm and stopped. This was ruled highly unlikely as the schooner hadn't been sunk, usual practice in such cases, and by the presence of the papers. German submarine commanders were under orders to confiscate and return ship's papers.
Another popular theory was the severe, and sudden, gale of the night of 16 October had swept all five men overboard. Perhaps a giant wave had struck when then were on deck attempting to keep the ship heading into the wind. Though the fact that when found all the sails were still set, and the lack of storm damage, would seem to contradict this.

After the war no German sources had any information on the disappearance of the crew, nor have any remains ever been found. No known submarine or other naval vessel intercepted the ship, nor does the incident correlate with the known movements of sunken submarines.

It's a mystery.

Game use.
Well it's a mystery, and the lack of data means the disappearance could be down to anything.

1. Aliens.
While the English Channel isn't as well known as the Bermuda Triangle for weirdness there are odd stories. Did the crew of the Zebrina witness the crash of an alien spacecraft and investigate? And what happened to them? Were the killed to eliminate witnesses, their bodies dumped in the sea or disintegrated1? Who was responsible?

This could lead into a Pulp era adventure, with the PCs encountering the alien (or aliens) years later and backtracking to it's arrival in 1917. What are it's plans? Is it a fugitive from justice (The Visitation), a pre-invasion scout investigating the suitability of the British Empire (weakened by the Great War) for conquest or subversion or just a desperate being trying to contact it's home. In CoC it could be a crashed Shan craft, with the five men now under the control of the Insects from Shaggai
What happened to it's ship? Is it still under the choppy waters of the channel? Does the alien visit it on occasion?

Or did the Zebrina pass too close to Fang Rock, where a remnant of the Rutan had been slowly regrowing since most of it was destroyed fifteen years earlier?

2. Scareships.
Or maybe the craft encountered during that gale wasn't alien, but a piece of advanced human technology constructed using recovered alien technology. Forced down by the storm, or a problem with it's gravity nullifier, the crew ruthlessly eliminated the witnesses but left without sinking the ship.
Who's behind the mystery craft? Britain? Germany? Or an independent operator in the mould of Verne's Master of the World or Captain Nemo. What happened to the airship?

3. Fu Manchu.
This might tie into my own Who Manchu idea. Did the crew play some part in one of the Devil Doctor's schemes? Transporting some of his minions from wartime Britain to France perhaps? Or equipment and supplies. Were they supposed to meet another vessel near the French coast, or did the passengers bring a boat of their own and eliminate the crew?
Interestingly one historian (Wallace Harvey) claimed that the Zebrina carried 23 crew on her last trip instead of the usual five. He believes that the schooner was being used as a Q-Ship (a merchant ship with concealed armament) though absolutely no evidence has emerged of any such conversion, or the time necessary for it to have happened. Had a number of passengers been crowded aboard?

4. Thing from below the waves.
In Who it's be the Silurians, or rather their aquatic cousins the Sea Devils. In Lovecraft it's the Deep Ones.
Why would they attack a lone sailing ship carrying coal? A mistake perhaps? Or was the Zebrina carrying another, secret, cargo? Hardly unusual in wartime, perhaps Captain Martin had been entrusted with a package (a recovered artefact of some kind) to deliver in France and it's presence summoned the followers of Dagon.

Or they were a deliberate sacrifice?

5. Time vortex
The lack of disturbance to the ship's fittings and cooking utensils suggests it didn't experience that storm at all. Was it caught in a rip in space-time and transported elsewhere? Did the crew leave to investigate the place they'd found themselves? Or were they overpowered and taken off, perhaps while unconscious from the transition, while the ship returned.

Cue a Pulp-era adventure. It's 193x and the bodies of five men have turned up under odd circumstances2 wearing seafaring gear. When they're identified the authorities3 become very interested.
Or maybe the men are alive and have a strange story to tell anyone who'll listen. Cue the involvement of the PCs.

So what caused the time-slip? A weird natural effect, Mad Science, wake from a passing (and poorly shielded) time-vessel, a sorcerer making a mistake with a Gate invocation, Yog Sothoth, or that alien gadget they'd been paid to transport, there are many options.

In the Pulp era an adventure could be sparked by interest from a member of one of the men's families, eager to learn the truth behind the disappearance.

It's kind-of hackneyed but the person involving the PCs could, of course, be an impostor with their own agenda. Probably a minion of the Major Villain.

1 Or taken for Cyber-conversion, to be used as spare parts or food, for Mi-Go dissection or to be interrogated.2 In the Serpentine in Hyde Park, on top of the Royal Liver Building in Liverpool, at Stonehenge3 Torchwood, Military Intelligence, the Secret Office, the Laundry, the Hermetic Order of the Golden Dawn, the Society of London for the Exploration and Development of the Esoteric Sciences et cetera. Or all of them.